ECBOT 10 Year T-Note Future March 2011
Trading Metrics calculated at close of trading on 15-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
120-020 |
120-160 |
0-140 |
0.4% |
120-060 |
High |
120-020 |
120-160 |
0-140 |
0.4% |
120-060 |
Low |
120-020 |
120-160 |
0-140 |
0.4% |
119-120 |
Close |
119-280 |
120-160 |
0-200 |
0.5% |
119-120 |
Range |
|
|
|
|
|
ATR |
0-000 |
0-111 |
0-111 |
|
0-000 |
Volume |
18 |
3 |
-15 |
-83.3% |
40 |
|
Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-160 |
120-160 |
120-160 |
|
R3 |
120-160 |
120-160 |
120-160 |
|
R2 |
120-160 |
120-160 |
120-160 |
|
R1 |
120-160 |
120-160 |
120-160 |
120-160 |
PP |
120-160 |
120-160 |
120-160 |
120-160 |
S1 |
120-160 |
120-160 |
120-160 |
120-160 |
S2 |
120-160 |
120-160 |
120-160 |
|
S3 |
120-160 |
120-160 |
120-160 |
|
S4 |
120-160 |
120-160 |
120-160 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-027 |
121-173 |
119-263 |
|
R3 |
121-087 |
120-233 |
119-192 |
|
R2 |
120-147 |
120-147 |
119-168 |
|
R1 |
119-293 |
119-293 |
119-144 |
119-250 |
PP |
119-207 |
119-207 |
119-207 |
119-185 |
S1 |
119-033 |
119-033 |
119-096 |
118-310 |
S2 |
118-267 |
118-267 |
119-072 |
|
S3 |
118-007 |
118-093 |
119-048 |
|
S4 |
117-067 |
117-153 |
118-297 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-160 |
2.618 |
120-160 |
1.618 |
120-160 |
1.000 |
120-160 |
0.618 |
120-160 |
HIGH |
120-160 |
0.618 |
120-160 |
0.500 |
120-160 |
0.382 |
120-160 |
LOW |
120-160 |
0.618 |
120-160 |
1.000 |
120-160 |
1.618 |
120-160 |
2.618 |
120-160 |
4.250 |
120-160 |
|
|
Fisher Pivots for day following 15-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
120-160 |
120-090 |
PP |
120-160 |
120-020 |
S1 |
120-160 |
119-270 |
|